Interest Rates Products

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CME Group’s Interest Rate products span the entire U.S. dollar-denominated yield curve including futures and options on the most widely followed U.S. Interest Rate benchmarks: Eurodollars, U.S. Treasury Securities, 30-Day Fed Funds, and Interest Rate Swaps.

We provide customers around the world with safe, efficient means for managing interest rate risk.

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 99.165 +0.035 Show Price Chart 99.14 99.175 99.12 254,554
10-Year T-Note Futures ZNU6 SEP 2016 SEP 2016 132'290 +0'110 Show Price Chart 132'210 132'310 132'035 1,104,457
Ultra 10-Year U.S. Treasury Note Futures TNU6 SEP 2016 SEP 2016 145'290 +0'140 Show Price Chart 145'175 146'000 144'255 59,693
30 Day Federal Funds Futures ZQV6 OCT 2016 OCT 2016 99.57 +0.015 Show Price Chart 99.56 99.575 99.555 36,301
5-Year USD Deliverable Interest Rate Swap Futures F1UU6 SEP 2016 104'145 +0'090 Show Price Chart 104'050 104'150 104'050 716
10-Year USD Deliverable Interest Rate Swap Futures N1UU6 SEP 2016 108'035 +0'140 Show Price Chart 107'180 108'035 107'180 519
Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEU6 SEP 2016 SEP 2016 99.21 +0.025 Show Price Chart 99.19 99.215 99.185 294,779
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 99.165 +0.035 Show Price Chart 99.14 99.175 99.12 254,554
Eurodollar Futures GEH7 MAR 2017 MAR 2017 99.145 +0.05 Show Price Chart 99.105 99.15 99.08 198,796
Eurodollar Futures GEM7 JUN 2017 JUN 2017 99.11 +0.05 Show Price Chart 99.075 99.12 99.04 185,063
Eurodollar Futures GEU7 SEP 2017 SEP 2017 99.085 +0.06 Show Price Chart 99.04 99.09 99.00 186,238
Eurodollar Futures GEZ7 DEC 2017 DEC 2017 99.04 +0.06 Show Price Chart 98.995 99.045 98.95 257,422
Eurodollar Futures GEH8 MAR 2018 MAR 2018 99.02 +0.065 Show Price Chart 98.965 99.025 98.92 123,113
Eurodollar Futures GEM8 JUN 2018 JUN 2018 98.985 +0.06 Show Price Chart 98.935 98.99 98.88 105,846
30 Day Federal Funds Futures ZQV6 OCT 2016 OCT 2016 99.57 +0.015 Show Price Chart 99.56 99.575 99.555 36,301
2-Year Eurodollar Bundle Futures BU2U6 SEP 2016 SEP 2016 - - Show Price Chart - - - 0
3-Year Eurodollar Bundle Futures BU3U6 SEP 2016 SEP 2016 - - Show Price Chart - - - 0
5-Year Eurodollar Bundle Futures BU5U6 SEP 2016 SEP 2016 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year T-Note Futures ZTU6 SEP 2016 SEP 2016 109'150 +0'027 Show Price Chart 109'127 109'155 109'102 186,578
5-Year T-Note Futures ZFU6 SEP 2016 SEP 2016 121'300 +0'075 Show Price Chart 121'245 121'312 121'140 498,888
10-Year T-Note Futures ZNU6 SEP 2016 SEP 2016 132'290 +0'110 Show Price Chart 132'210 132'310 132'035 1,104,457
Ultra 10-Year U.S. Treasury Note Futures TNU6 SEP 2016 SEP 2016 145'290 +0'140 Show Price Chart 145'175 146'000 144'255 59,693
Ultra U.S. Treasury Bond Futures UBU6 SEP 2016 SEP 2016 189'13 +0'10 Show Price Chart 189'00 189'25 186'28 68,930
U.S. Treasury Bond Futures ZBU6 SEP 2016 SEP 2016 173'25 +0'14 Show Price Chart 173'13 173'31 171'25 206,147

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year USD Deliverable Interest Rate Swap Futures T1UU6 SEP 2016 - - Show Price Chart - - - 0
5-Year USD Deliverable Interest Rate Swap Futures F1UU6 SEP 2016 104'145 +0'090 Show Price Chart 104'050 104'150 104'050 716
7-Year USD Deliverable Interest Rate Swap Futures S1UU6 SEP 2016 - - Show Price Chart - - - 0
10-Year USD Deliverable Interest Rate Swap Futures N1UU6 SEP 2016 108'035 +0'140 Show Price Chart 107'180 108'035 107'180 519
20-Year USD Deliverable Interest Rate Swap Futures E1UU6 SEP 2016 - - Show Price Chart - - - 0
30-Year USD Deliverable Interest Rate Swap Futures B1UU6 SEP 2016 123'23 +0'25 Show Price Chart 123'09 123'23 123'09 29
2-Year Euro Deliverable Interest Rate Swap Futures T1EU6 SEP 2016 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

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